scientific article; zbMATH DE number 6776537
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Publication:5358325
zbMath1414.91408MaRDI QIDQ5358325
Besarion Dochviri, Zaza Khechinashvili, Petre K. Babilua
Publication date: 20 September 2017
Full work available at URL: http://science.org.ge/newsite/bnas/t10-n4/03-Babilua.pdf
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Numerical methods (including Monte Carlo methods) (91G60) Martingales with continuous parameter (60G44) Derivative securities (option pricing, hedging, etc.) (91G20)
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